Increased synthesis of heat shock proteins (hsp) occurs in prokaryotic and eukaryotic cells when they are exposed to stress. By increasing their hsp content, cells protect themselves from lethal assaults, primarily because hsp interfere with the uncontrolled protein unfolding that occurs under stress. However, hsp are not produced only by stressed cells; some hsp are synthesized constitutively and perform important housekeeping functions. Accordingly, hsp are involved in the assembly of molecules which play important roles in the immune system. It is not surprising that due to their wide distribution and their homology among different species, hsp represent target antigens of the immune response. Frequent confrontation of the immune system with conserved regions of hsp which are shared by various microbial pathogens can potentiate antimicrobial immunity. However, long-term confrontation of the immune system with hsp antigens which are similar in the host and invaders may convert the immune response against these host antigens and promote autoimmune disease. This review provides an overview of the role of hsp in immunity with a focus on infectious and autoimmune diseases.